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Trade: WAVES/USDT/720/SUPERTREND/FWMA/5083

Strategy
WAVES/USDT/720/SUPERTREND/FWMA/5083
Pair
WAVES_USDT
Interval
12h
Score
538098
Daily Profit
0.329943
Profit Factor
2.942034
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:04
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 676238.3244 652462.2866 23776.0378 510254.4285 176231.0901 334023.3384
Total P&L (%) 676.2383 652.4623 23.776 510.2544 176.2311 334.0233
Avg Daily Profit (%) 0.342 0.3299 0.012 0.0915 0.0514 0.0743
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103900 -74301 -217938 -854200 -878375 -447387
Profit Factor 2.0193 2.942 1.0726 1.1907 1.1078 1.3208
Total Trades 74 37 37 74 37 37
Winning Trades 36 19 17 36 19 17
Losing Trades 38 18 20 38 18 20
Profitability (%) 48.6486 51.3514 45.9459 48.6486 51.3514 45.9459
Ratio Avg Win / Avg Loss 2.1315 2.7872 1.2619 1.2569 1.0495 1.5539
Largest Winning Trade 326715 326715 79147 532758 503242 532758
Largest Losing Trade -56792 -56792 -36246 -684851 -684851 -298131
Avg Bars in Trades 49 30 67 49 30 67
Avg Bars in Winners 83 49 120 83 49 120
Avg Bars in Losers 17 11 21 17 11 21
Bars Traded 3638 1143 2495 3638 1143 2495
Profit Streak 0 0 646.0868 0 0 646.0868
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56214 538098 -322414 -150440 -226017 -93085

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553990400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852298098,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.36779
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            676238.3244208501,
            652462.2865969163,
            23776.037823934,
            510254.4285273509,
            176231.0901397181,
            334023.3383876331
        ],
        [
            676.238324,
            652.462287,
            23.776038,
            510.254429,
            176.23109,
            334.023338
        ],
        [
            0.341966,
            0.329943,
            0.012023,
            0.091506,
            0.051395,
            0.074259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103900,
            -74301,
            -217938,
            -854200,
            -878375,
            -447387
        ],
        [
            2.019339,
            2.942034,
            1.072612,
            1.190701,
            1.107826,
            1.320783
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            48.648649,
            51.351351,
            45.945946,
            48.648649,
            51.351351,
            45.945946
        ],
        [
            2.131524,
            2.78719,
            1.261896,
            1.256852,
            1.04952,
            1.553863
        ],
        [
            326715,
            326715,
            79147,
            532758,
            503242,
            532758
        ],
        [
            -56792,
            -56792,
            -36246,
            -684851,
            -684851,
            -298131
        ],
        [
            49,
            30,
            67,
            49,
            30,
            67
        ],
        [
            83,
            49,
            120,
            83,
            49,
            120
        ],
        [
            17,
            11,
            21,
            17,
            11,
            21
        ],
        [
            3638,
            1143,
            2495,
            3638,
            1143,
            2495
        ],
        [
            0,
            0,
            646.086783,
            0,
            0,
            646.086784
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56214,
            538098,
            -322414,
            -150440,
            -226017,
            -93085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553990400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852298098,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.36779
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)